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~subject:"Option pricing theory"
~subject:"Euro"
~person:"Zeto, Samuel Yau Man"
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Zeto, Samuel Yau Man
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Pricing and hedging American fixed-income derivatives with implied volatility structures in the two-factor Heath-Jarrow-Morton model
Zeto, Samuel Yau Man
- In:
The journal of futures markets
22
(
2002
)
9
,
pp. 839-875
Persistent link: https://www.econbiz.de/10001696688
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